MQL4 and MQL5 Programming Articles

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Study the MQL5 language for programming trading strategies in numerous published articles mostly written by you - the community members. The articles are grouped into categories to help you quicker find answers to any questions related to programming: Integration, Tester, Trading Strategies, etc.

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DoEasy. Controls (Part 21): SplitContainer control. Panel separator

DoEasy. Controls (Part 21): SplitContainer control. Panel separator

In this article, I will create the class of an auxiliary panel separator object for the SplitContainer control.
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Turtle Shell Evolution Algorithm (TSEA)

Turtle Shell Evolution Algorithm (TSEA)

This is a unique optimization algorithm inspired by the evolution of the turtle shell. The TSEA algorithm emulates the gradual formation of keratinized skin areas, which represent optimal solutions to a problem. The best solutions become "harder" and are located closer to the outer surface, while the less successful solutions remain "softer" and are located inside. The algorithm uses clustering of solutions by quality and distance, allowing to preserve less successful options and providing flexibility and adaptability.
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Creating a Trading Administrator Panel in MQL5 (Part V): Two-Factor Authentication (2FA)

Creating a Trading Administrator Panel in MQL5 (Part V): Two-Factor Authentication (2FA)

Today, we will discuss enhancing security for the Trading Administrator Panel currently under development. We will explore how to implement MQL5 in a new security strategy, integrating the Telegram API for two-factor authentication (2FA). This discussion will provide valuable insights into the application of MQL5 in reinforcing security measures. Additionally, we will examine the MathRand function, focusing on its functionality and how it can be effectively utilized within our security framework. Continue reading to discover more!
Interview with Andrei Moraru (ATC 2011)
Interview with Andrei Moraru (ATC 2011)

Interview with Andrei Moraru (ATC 2011)

Ukrainian programmer Andrei Moraru (enivid) is an active participant of the Automated Trading Championship beginning from 2007. Andrei had already come in our view at that time and now we have decided to find out if there occured any changes in his attitude towards trading and selection of trading strategies for the past four years, and also to know about his new Expert Advisor.
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From Novice to Expert: Collaborative Debugging in MQL5

From Novice to Expert: Collaborative Debugging in MQL5

Problem-solving can establish a concise routine for mastering complex skills, such as programming in MQL5. This approach allows you to concentrate on solving problems while simultaneously developing your skills. The more problems you tackle, the more advanced expertise is transferred to your brain. Personally, I believe that debugging is the most effective way to master programming. Today, we will walk through the code-cleaning process and discuss the best techniques for transforming a messy program into a clean, functional one. Read through this article and uncover valuable insights.
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Price Action Analysis Toolkit Development (Part 14): Parabolic Stop and Reverse Tool

Price Action Analysis Toolkit Development (Part 14): Parabolic Stop and Reverse Tool

Embracing technical indicators in price action analysis is a powerful approach. These indicators often highlight key levels of reversals and retracements, offering valuable insights into market dynamics. In this article, we demonstrate how we developed an automated tool that generates signals using the Parabolic SAR indicator.
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Developing a multi-currency Expert Advisor (Part 21): Preparing for an important experiment and optimizing the code

Developing a multi-currency Expert Advisor (Part 21): Preparing for an important experiment and optimizing the code

For further progress it would be good to see if we can improve the results by periodically re-running the automatic optimization and generating a new EA. The stumbling block in many debates about the use of parameter optimization is the question of how long the obtained parameters can be used for trading in the future period while maintaining the profitability and drawdown at the specified levels. And is it even possible to do this?
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Simple solutions for handling indicators conveniently

Simple solutions for handling indicators conveniently

In this article, I will describe how to make a simple panel to change the indicator settings directly from the chart, and what changes need to be made to the indicator to connect the panel. This article is intended for novice MQL5 users.
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MQL5 Wizard Techniques you should know (Part 64): Using Patterns of DeMarker and Envelope Channels with the White-Noise Kernel

MQL5 Wizard Techniques you should know (Part 64): Using Patterns of DeMarker and Envelope Channels with the White-Noise Kernel

The DeMarker Oscillator and the Envelopes' indicator are momentum and support/ resistance tools that can be paired when developing an Expert Advisor. We continue from our last article that introduced these pair of indicators by adding machine learning to the mix. We are using a recurrent neural network that uses the white-noise kernel to process vectorized signals from these two indicators. This is done in a custom signal class file that works with the MQL5 wizard to assemble an Expert Advisor.
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From Novice to Expert: Forex Market Periods

From Novice to Expert: Forex Market Periods

Every market period has a beginning and an end, each closing with a price that defines its sentiment—much like any candlestick session. Understanding these reference points allows us to gauge the prevailing market mood, revealing whether bullish or bearish forces are in control. In this discussion, we take an important step forward by developing a new feature within the Market Periods Synchronizer—one that visualizes Forex market sessions to support more informed trading decisions. This tool can be especially powerful for identifying, in real time, which side—bulls or bears—dominates the session. Let’s explore this concept and uncover the insights it offers.
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Neural Networks in Trading: Unified Trajectory Generation Model (UniTraj)

Neural Networks in Trading: Unified Trajectory Generation Model (UniTraj)

Understanding agent behavior is important in many different areas, but most methods focus on just one of the tasks (understanding, noise removal, or prediction), which reduces their effectiveness in real-world scenarios. In this article, we will get acquainted with a model that can adapt to solving various problems.
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Automating Trading Strategies in MQL5 (Part 38): Hidden RSI Divergence Trading with Slope Angle Filters

Automating Trading Strategies in MQL5 (Part 38): Hidden RSI Divergence Trading with Slope Angle Filters

In this article, we build an MQL5 EA that detects hidden RSI divergences via swing points with strength, bar ranges, tolerance, and slope angle filters for price and RSI lines. It executes buy/sell trades on validated signals with fixed lots, SL/TP in pips, and optional trailing stops for risk control.
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Integrating MQL5 with data processing packages (Part 2): Machine Learning and Predictive Analytics

Integrating MQL5 with data processing packages (Part 2): Machine Learning and Predictive Analytics

In our series on integrating MQL5 with data processing packages, we delve in to the powerful combination of machine learning and predictive analysis. We will explore how to seamlessly connect MQL5 with popular machine learning libraries, to enable sophisticated predictive models for financial markets.
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Angle-based operations for traders

Angle-based operations for traders

This article will cover angle-based operations. We will look at methods for constructing angles and using them in trading.
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Neural Networks Made Easy (Part 84): Reversible Normalization (RevIN)

Neural Networks Made Easy (Part 84): Reversible Normalization (RevIN)

We already know that pre-processing of the input data plays a major role in the stability of model training. To process "raw" input data online, we often use a batch normalization layer. But sometimes we need a reverse procedure. In this article, we discuss one of the possible approaches to solving this problem.
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Building a Candlestick Trend Constraint Model (Part 10): Strategic Golden and Death Cross (EA)

Building a Candlestick Trend Constraint Model (Part 10): Strategic Golden and Death Cross (EA)

Did you know that the Golden Cross and Death Cross strategies, based on moving average crossovers, are some of the most reliable indicators for identifying long-term market trends? A Golden Cross signals a bullish trend when a shorter moving average crosses above a longer one, while a Death Cross indicates a bearish trend when the shorter average moves below. Despite their simplicity and effectiveness, manually applying these strategies often leads to missed opportunities or delayed trades.
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Developing a Replay System (Part 74): New Chart Trade (I)

Developing a Replay System (Part 74): New Chart Trade (I)

In this article, we will modify the last code shown in this series about Chart Trade. These changes are necessary to adapt the code to the current replay/simulation system model. The content presented here is intended solely for educational purposes. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.
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MQL5 Wizard Techniques you should know (Part 46): Ichimoku

MQL5 Wizard Techniques you should know (Part 46): Ichimoku

The Ichimuko Kinko Hyo is a renown Japanese indicator that serves as a trend identification system. We examine this, on a pattern by pattern basis, as has been the case in previous similar articles, and also assess its strategies & test reports with the help of the MQL5 wizard library classes and assembly.
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Data Science and ML (Part 27): Convolutional Neural Networks (CNNs) in MetaTrader 5 Trading Bots — Are They Worth It?

Data Science and ML (Part 27): Convolutional Neural Networks (CNNs) in MetaTrader 5 Trading Bots — Are They Worth It?

Convolutional Neural Networks (CNNs) are renowned for their prowess in detecting patterns in images and videos, with applications spanning diverse fields. In this article, we explore the potential of CNNs to identify valuable patterns in financial markets and generate effective trading signals for MetaTrader 5 trading bots. Let us discover how this deep machine learning technique can be leveraged for smarter trading decisions.
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Neural networks made easy (Part 46): Goal-conditioned reinforcement learning (GCRL)

Neural networks made easy (Part 46): Goal-conditioned reinforcement learning (GCRL)

In this article, we will have a look at yet another reinforcement learning approach. It is called goal-conditioned reinforcement learning (GCRL). In this approach, an agent is trained to achieve different goals in specific scenarios.
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Category Theory in MQL5 (Part 5): Equalizers

Category Theory in MQL5 (Part 5): Equalizers

Category Theory is a diverse and expanding branch of Mathematics which is only recently getting some coverage in the MQL5 community. These series of articles look to explore and examine some of its concepts & axioms with the overall goal of establishing an open library that provides insight while also hopefully furthering the use of this remarkable field in Traders' strategy development.
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Data Science and Machine Learning (Part 20): Algorithmic Trading Insights, A Faceoff Between LDA and PCA in MQL5

Data Science and Machine Learning (Part 20): Algorithmic Trading Insights, A Faceoff Between LDA and PCA in MQL5

Uncover the secrets behind these powerful dimensionality reduction techniques as we dissect their applications within the MQL5 trading environment. Delve into the nuances of Linear Discriminant Analysis (LDA) and Principal Component Analysis (PCA), gaining a profound understanding of their impact on strategy development and market analysis.
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Pattern Recognition Using Dynamic Time Warping in MQL5

Pattern Recognition Using Dynamic Time Warping in MQL5

In this article, we discuss the concept of dynamic time warping as a means of identifying predictive patterns in financial time series. We will look into how it works as well as present its implementation in pure MQL5.
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Market Reactions and Trading Strategies in Response to Dividend Announcements: Evaluating the Efficient Market Hypothesis in Stock Trading

Market Reactions and Trading Strategies in Response to Dividend Announcements: Evaluating the Efficient Market Hypothesis in Stock Trading

In this article, we will analyse the impact of dividend announcements on stock market returns and see how investors can earn more returns than those offered by the market when they expect a company to announce dividends. In doing so, we will also check the validity of the Efficient Market Hypothesis in the context of the Indian Stock Market.
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Neural networks made easy (Part 78): Decoder-free Object Detector with Transformer (DFFT)

Neural networks made easy (Part 78): Decoder-free Object Detector with Transformer (DFFT)

In this article, I propose to look at the issue of building a trading strategy from a different angle. We will not predict future price movements, but will try to build a trading system based on the analysis of historical data.
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Master MQL5 from Beginner to Pro (Part III): Complex Data Types and Include Files

Master MQL5 from Beginner to Pro (Part III): Complex Data Types and Include Files

This is the third article in a series describing the main aspects of MQL5 programming. This article covers complex data types that were not discussed in the previous article. These include structures, unions, classes, and the 'function' data type. It also explains how to add modularity to your program using the #include preprocessor directive.
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Self Optimizing Expert Advisor With MQL5 And Python (Part IV): Stacking Models

Self Optimizing Expert Advisor With MQL5 And Python (Part IV): Stacking Models

Today, we will demonstrate how you can build AI-powered trading applications capable of learning from their own mistakes. We will demonstrate a technique known as stacking, whereby we use 2 models to make 1 prediction. The first model is typically a weaker learner, and the second model is typically a more powerful model that learns the residuals of our weaker learner. Our goal is to create an ensemble of models, to hopefully attain higher accuracy.
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From Basic to Intermediate: Template and Typename (I)

From Basic to Intermediate: Template and Typename (I)

In this article, we start considering one of the concepts that many beginners avoid. This is related to the fact that templates are not an easy topic, as many do not understand the basic principle underlying the template: overload of functions and procedures.
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Developing a Replay System — Market simulation (Part 11): Birth of the SIMULATOR (I)

Developing a Replay System — Market simulation (Part 11): Birth of the SIMULATOR (I)

In order to use the data that forms the bars, we must abandon replay and start developing a simulator. We will use 1 minute bars because they offer the least amount of difficulty.
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Archery Algorithm (AA)

Archery Algorithm (AA)

The article takes a detailed look at the archery-inspired optimization algorithm, with an emphasis on using the roulette method as a mechanism for selecting promising areas for "arrows". The method allows evaluating the quality of solutions and selecting the most promising positions for further study.
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MQL5 Wizard Techniques you should know (Part 75): Using Awesome Oscillator and the Envelopes

MQL5 Wizard Techniques you should know (Part 75): Using Awesome Oscillator and the Envelopes

The Awesome Oscillator by Bill Williams and the Envelopes Channel are a pairing that could be used complimentarily within an MQL5 Expert Advisor. We use the Awesome Oscillator for its ability to spot trends, while the envelopes channel is incorporated to define our support/resistance levels. In exploring this indicator pairing, we use the MQL5 wizard to build and test any potential these two may possess.
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DoEasy. Controls (Part 12): Base list object, ListBox and ButtonListBox WinForms objects

DoEasy. Controls (Part 12): Base list object, ListBox and ButtonListBox WinForms objects

In this article, I am going to create the base object of WinForms object lists, as well as the two new objects: ListBox and ButtonListBox.
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Developing a multi-currency Expert Advisor (Part 3): Architecture revision

Developing a multi-currency Expert Advisor (Part 3): Architecture revision

We have already made some progress in developing a multi-currency EA with several strategies working in parallel. Considering the accumulated experience, let's review the architecture of our solution and try to improve it before we go too far ahead.
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Developing a Replay System — Market simulation (Part 14): Birth of the SIMULATOR (IV)

Developing a Replay System — Market simulation (Part 14): Birth of the SIMULATOR (IV)

In this article we will continue the simulator development stage. this time we will see how to effectively create a RANDOM WALK type movement. This type of movement is very intriguing because it forms the basis of everything that happens in the capital market. In addition, we will begin to understand some concepts that are fundamental to those conducting market analysis.
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Category Theory in MQL5 (Part 13): Calendar Events with Database Schemas

Category Theory in MQL5 (Part 13): Calendar Events with Database Schemas

This article, that follows Category Theory implementation of Orders in MQL5, considers how database schemas can be incorporated for classification in MQL5. We take an introductory look at how database schema concepts could be married with category theory when identifying trade relevant text(string) information. Calendar events are the focus.
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Visualizing deals on a chart (Part 2): Data graphical display

Visualizing deals on a chart (Part 2): Data graphical display

Here we are going to develop a script from scratch that simplifies unloading print screens of deals for analyzing trading entries. All the necessary information on a single deal is to be conveniently displayed on one chart with the ability to draw different timeframes.
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Category Theory in MQL5 (Part 22): A different look at Moving Averages

Category Theory in MQL5 (Part 22): A different look at Moving Averages

In this article we attempt to simplify our illustration of concepts covered in these series by dwelling on just one indicator, the most common and probably the easiest to understand. The moving average. In doing so we consider significance and possible applications of vertical natural transformations.
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Overcoming ONNX Integration Challenges

Overcoming ONNX Integration Challenges

ONNX is a great tool for integrating complex AI code between different platforms, it is a great tool that comes with some challenges that one must address to get the most out of it, In this article we discuss the common issues you might face and how to mitigate them.
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Data Science and ML (Part 31): Using CatBoost AI Models for Trading

Data Science and ML (Part 31): Using CatBoost AI Models for Trading

CatBoost AI models have gained massive popularity recently among machine learning communities due to their predictive accuracy, efficiency, and robustness to scattered and difficult datasets. In this article, we are going to discuss in detail how to implement these types of models in an attempt to beat the forex market.
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News Trading Made Easy (Part 5): Performing Trades (II)

News Trading Made Easy (Part 5): Performing Trades (II)

This article will expand on the trade management class to include buy-stop and sell-stop orders to trade news events and implement an expiration constraint on these orders to prevent any overnight trading. A slippage function will be embedded into the expert to try and prevent or minimize possible slippage that may occur when using stop orders in trading, especially during news events.